+46.2%
GFS vs CRBG
+7.7%
+38.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +1.9% |
| 7D | +3.8% | +0.6% | +3.3% | +3.7% |
| 30D | -11.7% | +2.6% | -14.3% | -12.2% |
| 3M | -41.8% | +24.0% | -65.8% | -45.2% |
| 6M | +6.6% | +50.5% | -43.9% | -5.6% |
| YTD | +34.6% | +17.1% | +17.5% | +24.6% |
| 1Y | +46.2% | +5.9% | +40.3% | +42.2% |
| All | +46.2% | +7.7% | +38.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling